+63.2%
RIG vs TMF
-87.6%
+150.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.6% |
| 7D | -2.7% | +1.0% | -3.7% | -2.6% |
| 30D | +9.5% | -1.8% | +11.4% | +9.3% |
| 3M | -6.6% | -8.2% | +1.6% | -7.6% |
| 6M | -2.9% | -19.5% | +16.6% | -5.4% |
| YTD | +39.5% | -16.0% | +55.4% | +36.8% |
| 1Y | +82.3% | -22.5% | +104.8% | +77.1% |
| 3Y | -29.6% | -42.3% | +12.7% | -33.5% |
| 5Y | +63.2% | -87.7% | +150.9% | +2.6% |
| All | +63.2% | -87.6% | +150.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling